An online casino that advertises itself as not performing KYC won’t be around for long. I suspect this is obvious to the people behind it, so my guess is the plan is to entice new users to use the site and then when they have enough deposits on the site they will say the government shut them down and disappear.
This would be true if this was a centralized casino, but they claim they are decentralized and everything is managed by a smart contract.
When you connect your wallet and make a deposit, the coins will be sent to the smart contract's address.
Theoretically, they can't steal your coins. However, their SC needs to be thoroughly audited by an independent third party to check for loopholes which may allow them to steal the
locked funds.